Results 1 to 10 of about 318,091 (221)

A novel gene-set association test based on variance-gamma distribution. [PDF]

Stat Methods Med Res, 2019
Several gene- or set-based association tests have been proposed recently in the literature. Powerful statistical approaches are still highly desirable in this area. In this paper we propose a novel statistical association test, which uses information of the burden component and its complement from the genotypes.
Chen Z, Liu Q, Wang K.
europepmc   +4 more sources

The Variance-Gamma Distribution: A Review

, 2023
The variance-gamma (VG) distributions form a four-parameter family which includes as special and limiting cases the normal, gamma and Laplace distributions. Some of the numerous applications include financial modelling and distributional approximation on Wiener space.
Fischer, Adrian, Gaunt, Robert, Sarantsev, Andrey   +2 more
openaire   +4 more sources

The variance-gamma ratio distribution

Comptes Rendus. Mathématique, 2023
12 pages, 2 ...
Gaunt, Robert E., Li, Siqi
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The Variance Gamma Distribution [PDF]

Significance, 2019
Abstract Scott Nestler and Andrew Hall provide an overview of a little-known but highly flexible distribution, which can be useful for modelling share price ...
Scott T. Nestler, Andrew O. Hall
openaire   +2 more sources

On the Moments of the Variance-Gamma Distribution

Statistics & Probability Letters, 2023
6 ...
openaire   +3 more sources

A Stein characterisation of the generalized hyperbolic distribution [PDF]

, 2017
The generalized hyperbolic (GH) distributions form a five parameter family of probability distributions that includes many standard distributions as special or limiting cases, such as the generalized inverse Gaussian distribution, Student's $t ...
Barbour, Barndorff-Nielsen, Barndorff-Nielsen, Chatterjee, Chatterjee, Chen, Diaconis, Döbler, Döbler, Eberlein, Eichelsbacher, Eichelsbacher, Gaunt, Gaunt, Goldstein, Götze, Koudou, Ley, Mackey, Madan, Peköz, Peköz, Peköz, Pike, Robert E. Gaunt, Ross, Schoutens, Scott   +27 more
core   +2 more sources

Mixtures in non stable Levy processes [PDF]

, 2007
We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws.
Abramowitz M, Albeverio S, Albeverio S, Applebaum D, Barndorff-Nielsen O E, Barndorff-Nielsen O E, Barndorff-Nielsen O E, Bondesson L, Bondesson L, Cont R, Cufaro Petroni N, De Angelis G F, Eberlein E, Eberlein E, Feller W, Gardiner C W, Gnedenko B V, Gorenflo R, Gorenflo R, Gradshteyn I S, Grosswald E, Grosswald E, Ishikawa Y, Ismail M E H, Jacob N, Loève M, Loève M, Madan D B, Mantegna R, N Cufaro Petroni, Nelson E, Nelson E, Paul W, Protter P, Raible S, Rüschendorf L, Sato K, Woyczyński W A, Øksendal B   +38 more
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Reflectance Fluctuations in an Absorbing Random Waveguide [PDF]

, 1996
We study the statistics of the reflectance (the ratio of reflected and incident intensities) of an $N$-mode disordered waveguide with weak absorption $\gamma$ per mean free path. Two distinct regimes are identified.
A. D. Stone, A. Edelman, C. W. J. Beenakker, C. W. J. Beenakker, C. W. J. Beenakker, G. L. J. A. Rikken, H. U. Baranger, M. R. Zirnbauer, N. Argaman, O. N. Dorokhov, P. A. Mello, P. A. Mello, R. Blümel, S. Iida, T. Nagao, T. Sh. Misirpashaev   +15 more
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The density structure and star formation rate of non-isothermal polytropic turbulence [PDF]

, 2015
The interstellar medium of galaxies is governed by supersonic turbulence, which likely controls the star formation rate (SFR) and the initial mass function (IMF).
Banerjee, Supratik, Federrath, Christoph
core   +2 more sources

Moment Methods for Exotic Volatility Derivatives [PDF]

, 2007
The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price realized variance and sojourn times along bridges for the underlying stock price process.
Albanese, Claudio, Osseiran, Adel
core   +2 more sources